Simulation of Various Risk Processes
Overview
A (not yet exhaustive) collection of common models of risk processes in actuarial science, represented as formal S4 classes. Each class (risk model) has a simulator of its path, and a plotting function. Further, a Monte-Carlo estimator of a ruin probability for a finite time is implemented, using a parallel computation. Currently, the package extends two classical risk models Cramer-Lundberg and Sparre Andersen models by including capital injections, that are positive jumps (see Breuer L. and Badescu A.L. (2014) doi:10.1080/03461238.2011.636969). The intent of the package is to provide a user-friendly interface for ruin processes' simulators, as well as a solid and extensible structure for future extensions.
- initial release
From NEWS.md in the release
Install
Health
CRAN check results are not tracked yet.
Documentation
- Help pages
- 19
- Examples that run
- 100%11 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 42%
Downloads
Dependencies
Code & Tests
People & History
- RR 4.6.0 released · 2026-04-24
- archivedRemoved from CRAN2025-06-13issues were not corrected despite reminders
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- 0.1.12018-07-30
- RR 3.5.0 released · 2018-04-23
Package metadata
- First published
- 2018-07-30
- Total releases
- 1 / 8 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.5.0
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